4 R and RJAGS

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From the report introduction:

There are two advantages to our proposed system compared with the current workflow:

1. Our system combines data from multiple sources into a statistical model that includes uncertainty using Bayesian statistics.
2. The operator can interact with the internal model through Excel to conduct scenario analysis and automatically visualise the results.

— Logan

This Rmarkdown-generated page will serve as proof that a fully automated proof of concept has been developed. Whether the code is sufficiently commented or not … is a different question.

4.1 Setup

configpath = '../wairakei_data/config.xlsx'
regdatapath = '../wairakei_data/data.xlsx'
extraliqregpath = "../wairakei_data/extra_liq.csv" # for regression
extradatapath = "../wairakei_data/well_pi.csv"     # ts data
pipath <- "../wairakei_data/short version Generation Projection 2016.xlsx"

base_year = '2000'
prediction_date = '2017-12-01'
production_curve_wells = c('wk255', 'wk263')
tsplotwells = c("wk118", "wk216", "wk605")
decline_wells = c(production_curve_wells, "wk272", "wk86", "wk116")
base_datetime = as.POSIXct(paste(base_year, 1, 1, sep='-'))
today_datetime = as.POSIXct(prediction_date)
# theme_update(text=element_text(family="Times New Roman"))
'%ni%' <- Negate('%in%')
# for over-plotting
special_wells = c(production_curve_wells, tsplotwells, "wk86", "wk116")
use.censor = T

n_steps = 1000

censor = function(x, type) {
  # Hash the facility identifier (beware of hash clashes)
  if (!use.censor) {
    return(x)
  } else if (type=="well") {
    return(paste0("w", toupper(substr(sha1(x), 1, 3))))
  } else if (type=="fp") {
    return(paste0("fp", toupper(substr(sha1(x), 1, 2))))
  }
}

4.2 Data Handling

Data is extracted and cleaned using Python in simulation.ipynb. The Python notebook is also used to generate a rudimentary config file, but some things (network connectivity) are specified manually.

R is used to:

• Read raw data and config from Excel/CSV files
• Do additional pre-processing that depends on the data available
• Censor sensitive facility names
• Create a graph structure
• Make the data into a JAGS-readable format

4.2.1 Load Data

Reads data from several spreadsheets, including PI data. PI data is special because it has not been pre-processed. It requires additional filtering and basic pre-processing.

# read in config data
configsheets = excel_sheets(configpath)
for (sheet in configsheets) {
  assign(sheet, read_excel(configpath, sheet))
}
stopifnot(!anyDuplicated(well_fp_map$well)) # each well cannot map to multiple flash plants

# read in PI data
PI <- read_excel(pipath, "From PI sheet", skip=1) %>%
  rename(facility = Unit,
         variable = X__1,
         id = X__2,
         description = X__3,
         code = X__4) %>%
  gather(key="datechar", value="value", -c(facility, variable, id, description, code)) %>%
  mutate(date = as.Date(as.numeric(datechar), origin = "1899-12-30"),
         value = as.numeric(value)) %>% select(-c(datechar, id)) %>%
  mutate_if(is.character, tolower) %>%
  mutate(value = as.numeric(value)) %>%
  drop_na(value) %>%
  filter(date >= as.Date("2017-11-01"), date < as.Date(prediction_date)) %>%
  filter(!str_detect(variable, "condition|calc")) %>%
  filter(str_detect(facility, "wk")) 
extra_liq <- PI %>%
  select(facility, date, variable, value) %>% 
  # filter(value>1e-4) %>%
  filter(str_detect(variable, "plot|phase|whp|flow")) %>%
  spread(key=variable, value=value) %>%
  mutate(mf = pmax(`2phase flow`, `fp14  plot flow`, `fp15  plot flow`, `flow`, na.rm=T),
         whp = pmax(`fp14  plot whp`, `fp15  plot whp`, `fp16  plot whp`, `whp`, na.rm=T),
         source = "PI Database") %>%
  select(well=facility, date, whp, mf, source) %>%
  drop_na()

# read in regression data (plus extra)
regression_df = read_excel(regdatapath) %>% mutate(source="Well Tests")
dry_df = PI %>%
  filter(str_detect(facility, "wk")) %>%
  select(facility, date, variable, value) %>%
  # filter(value>1e-2) %>%
  group_by(facility, date) %>%
  spread(key=variable, value=value) %>%
  select(facility, date, `ip sf`, `actual massflow`) %>%
  gather(key="key", value="mf", `ip sf`, `actual massflow`) %>%
  ungroup() %>%
  drop_na() %>%
  rename(well=facility)

4.2.2 Censor names

Censor well and flash plant names using a hash algorithm. Change the flag in setup to disable.

dry_df$well = censor(dry_df$well, "well")
extra_liq$well = censor(extra_liq$well, "well")
fp_constants$fp = censor(fp_constants$fp, "fp")
fp_gen_map$fp = censor(fp_gen_map$fp, "fp")
operating_conditions$well = censor(operating_conditions$well, "well")
regression_df$well = censor(regression_df$well, "well")
well_fp_map$well = censor(well_fp_map$well, "well")
well_fp_map$fp = censor(well_fp_map$fp, "fp")

production_curve_wells = censor(production_curve_wells, "well")
special_wells = censor(special_wells, "well")
tsplotwells = censor(tsplotwells, "well")

4.2.3 Preprocessing

Generate metadata, such as which wells have which data sources, and translate facility names into unique integer IDs. Also creates dummy facilities for multiple purposes.

# combine with extra
regression_df = plyr::rbind.fill(regression_df, extra_liq)

regression_df = regression_df %>%
  mutate(date_numeric = as.numeric(date - base_datetime)) %>%
  mutate(date_numeric=ifelse(date_numeric>0, date_numeric, NA))  # remove dates before baseline
dry_df = dry_df %>%
  filter(well %ni% unique(regression_df$well)) %>%
  mutate(date_numeric = as.numeric(as.POSIXct(date) - base_datetime)) %>%
  mutate(date_numeric=ifelse(date_numeric>0, date_numeric, NA))  # remove dates before baseline
well_fp_map = well_fp_map %>% select(well, fp) %>% drop_na()

# today_numeric = (Sys.time() - base_datetime) %>% as.numeric()
today_numeric = (today_datetime - base_datetime) %>% as.numeric()

# assign unique facility IDs
liq_wells = unique(regression_df$well) # aka production curve wells
dry_wells = unique(dry_df$well)        # aka time series wells
map_wells = unique(well_fp_map$well)   # any well mapped in config

well_names = unique(c(liq_wells, dry_wells))
fp_names = c(well_fp_map$fp, fp_gen_map$fp, fp_constants$fp) %>% unique()

fluid_types = c('ip', 'lp', 'w')
gen_names = gen_constants$gen %>% unique() %>% sort()
ip_gen_names = paste(gen_names, 'ip', sep='_')
lp_gen_names = paste(gen_names, 'lp', sep='_')
w_gen_names = paste(gen_names, 'w', sep='_')
dummy_gen_names = c(ip_gen_names, lp_gen_names, w_gen_names) %>% sort()
all_names = c('DUMMY', well_names, fp_names, dummy_gen_names, gen_names)
ids = 1:length(all_names)
names(ids) = all_names

# check data quality
no_data_wells = map_wells[!map_wells %in% c(liq_wells, dry_wells)]  # see which ones we're completely guessing for
no_map_wells = c(liq_wells, dry_wells)[!c(liq_wells, dry_wells) %in% map_wells]
missing = data.frame(Wells = c(paste(no_map_wells, collapse=", ")),
                     row.names = c("Data available but no FP"))
print(xtable(missing, type = "latex",
             caption=paste0("Potential data quality issues. ", names(ids)[71], " is known to be not connected, and ", names(ids)[31], " has an A/B pairing with ", names(ids)[32], "."),
             label="tab:quality"),
      file = "../_media/quality.tex")

# add names in data with IDs
regression_df = regression_df %>% mutate(well_id=ids[well])
dry_df = dry_df %>% mutate(well_id=ids[well])
operating_conditions = operating_conditions %>% mutate(well_id=ids[well]) %>% rename(whp_pred=whp)
fp_constants = fp_constants %>% mutate(fp_id=ids[fp])
gen_constants = gen_constants %>% mutate(gen_id=ids[gen]) %>% select(-gen)
well_fp_map = well_fp_map %>% mutate(well_id=ids[well], fp_id=ids[fp]) %>% select(-c(well, fp))
fp_gen_map = fp_gen_map %>% mutate(fp_id=ids[fp], gen_ip_id=ids[gen_ip], gen_lp_id=ids[gen_lp], gen_w_id=ids[gen_w]) %>% select(-c(fp, gen_ip, gen_lp, gen_w))

incomplete.fps = unique(well_fp_map %>%
  filter(is.na(well_id)) %>%
  mutate(fp = names(ids)[fp_id]) %>%
  pull(fp))

4.2.4 Graph

Work out which of the (now uniquely integer-identified) facilities flows to which. Then generates a graphic to check for correctness.

# create connectivity matrix. i flows to j
# wells to FPs
v = matrix(0, nrow=length(ids), ncol=length(ids))
v[1,-1] = 1
for (i in 1:nrow(well_fp_map)) {
  id_i = well_fp_map[[i, 1]]
  id_j = well_fp_map[[i, 2]]
  v[id_i, id_j] = 1
}
# send ip/lp/w flows to dummy gens
for (i in 1:nrow(fp_gen_map)) {
  id_i = fp_gen_map[[i, 1]]
  for (j in 2:ncol(fp_gen_map)) {
    facility_j = names(ids)[fp_gen_map[[i, j]]]
    facility_dummy_j = paste(facility_j, fluid_types[j-1], sep='_')
    id_j = ids[facility_dummy_j]
    if (!is.na(id_j)) {
      v[id_i, id_j] = 1
    }
  }
}
# dummy gens to gens
for (i in 1:nrow(gen_constants)) {
  id_j = gen_constants$gen_id[i]
  facility_j = names(ids)[id_j]
  for (fluid in fluid_types) {
    facility_dummy_i = paste(facility_j, fluid, sep='_')
    id_i = ids[facility_dummy_i]
    v[id_i, id_j] = 1
  }
}

# convert form
m = matrix(0, nrow=nrow(v), ncol=max(colSums(v)))
rownames(m) = all_names
for (i in 1:nrow(v)) {
  for (j in 1:ncol(v)) {
    if (v[[i, j]]==1) {
      m[j, sum(m[j,]>0)+1] = i
    }
  }
}
flows_to = function(well) {
  return(names(ids)[m[well,]][-1])
}

# generate coordinates
dummy_locs = data.frame(name='DUMMY', x=-0.1, y=0)
well_locs = data.frame(name=well_names, x=0, y=seq(1, 1/(length(well_names)-1), length.out=length(well_names)))
fp_locs = data.frame(name=fp_names, x=1, y=seq(0, 1, length.out=length(fp_names)))
gen_dummy_locs = data.frame(name=dummy_gen_names, x=2, y=seq(0, 1, length.out=length(dummy_gen_names)))
gen_locs = data.frame(name=gen_names, x=2.5, y=seq(1/11, 10/11, length.out=length(gen_names)))
locs = rbind(dummy_locs, well_locs, fp_locs, gen_dummy_locs, gen_locs)
locs$id = ids[locs$name]
locs = locs %>% arrange(id)

g = graph_from_adjacency_matrix(v) %>%
  set_vertex_attr('label', value=all_names) %>%
  set_vertex_attr('x', value=as.vector(locs$x)) %>%
  set_vertex_attr('y', value=as.vector(locs$y)) %>%
  set_vertex_attr('label.degree', value=pi) %>%
  as.undirected()
V(g)$size = ifelse(V(g)$label %in% well_names, 4, 8)
V(g)$color = ifelse(V(g)$label %in% dry_wells, "red", ifelse(V(g)$label %in% no_data_wells, "grey", "orange"))
E(g)$color = "black"
E(g)[which(tail_of(g, E(g))$label=="DUMMY")]$color = "grey"

# png("../_media/full_network.png")
# par(mar=c(0,3,0,0), family="Times")
# plot(g, vertex.label.dist=3,
#      mark.groups = list(wells=ids[well_names], fps=ids[fp_names], gens=ids[gen_names]),
#      mark.col = "#DDDDDD",
#      mark.border = NA)
# text(c(-1, -0.3, 0.4, 0.9), 1.15, c("Wells", "Flash plants", "Dummy gens", "Generators"), cex=1.25)
# dev.off()
plot(g, vertex.label.dist=3,
     mark.groups = list(wells=ids[well_names], fps=ids[fp_names], gens=ids[gen_names]),
     mark.col = "#DDDDDD",
     mark.border = NA)

Figure 4.1: Full network diagram, with flows from left to right. Red wells indicate forecasts have been filled in from the PI data without a production curve, and dummy arcs are in grey. Dummy arcs allow IP/LP/water to be split up.

The dummy node is necessary because when indexing a subset of flows that go into a node, this subset cannot be empty. The dummy node has zero mass flowing out of it.

4.2.5 Format Data

JAGS requires data to be real numbers, vectors or matrices in a named list. It can also impute NA values from a distribution. Data wrangling is a significant part of the work - potentially more than the actual model coding and the results analysis combined.

This code also centers some of the covariates so it does not have to be done in JAGS.

\[\begin{equation} x_\text{whp} \leftarrow x_\text{whp} - \overline{x_\text{whp}} \end{equation}\]

regression_list = regression_df %>% select(well_id, whp, mf, date_numeric) %>% as.list()
dry_list = dry_df %>%
  filter(date < prediction_date) %>%
  rename(well_id_dry=well_id, mf_dry=mf, date_numeric_dry=date_numeric) %>% # use these in a different regression
  select(well_id_dry, mf_dry, date_numeric_dry) %>% as.list()
operating_conditions_list = operating_conditions %>% arrange(well_id) %>% select(whp_pred) %>% as.list()
fp_constants_list = as.list(fp_constants)
gen_constants_list = as.list(gen_constants %>% select(gen_id, factor))
facilities = data.frame(id=ids) %>%
  left_join(operating_conditions %>% rename(id=well_id) %>% filter(id %in% ids) %>% select(-well), by='id') %>%
  left_join(gen_constants %>% select(factor, id=gen_id), by='id') %>%
  left_join(fp_constants %>% rename(id=fp_id), by='id') %>%
  filter(id %in% ids) %>%  # in case extras specified in data
  mutate(mf_pred=NA) %>%
  mutate(n_inflows=colSums(v))

well_ids = ids[well_names]
liq_well_ids = ids[liq_wells]
dry_well_ids = ids[dry_wells]
fp_ids = ids[fp_names]
ip_gen_ids = ids[ip_gen_names]
lp_gen_ids = ids[lp_gen_names]
w_gen_ids = ids[w_gen_names]
gen_ids = ids[gen_names]

# force all mass to IP steam
dry_fps = c("poi dry", "direct ip")
dry_fp_ids = ids[dry_fps]
facilities$hf_ip[facilities$id %in% dry_fp_ids] = 10
facilities$hfg_ip[facilities$id %in% dry_fp_ids] = 10
facilities_list = facilities %>% select(-id) %>% as.list()

# experimental TS data matrix for dry wells
ar_order = 1
empty = setNames(data.frame(matrix(ncol = length(all_names), nrow = 0)), all_names)
drymatrix = dry_df %>% 
  select(well, date_numeric, mf) %>% 
  spread(well, mf) %>% 
  select(-date_numeric)
drymatrix = empty %>%
  full_join(drymatrix) %>%
  as.matrix()
ar_well_ids = which(complete.cases(t(drymatrix[1:(ar_order+1),])))
ar_wells = names(ids)[ar_well_ids]
# which wells can we not use AR for
dry_no_ar_wells = dry_wells[!dry_well_ids %in% ar_well_ids]
dry_no_ar_well_ids = ids[dry_no_ar_wells]

# insert production curve predictions
stopifnot(all(tsplotwells %in% dry_df$well))
tsplotwells = ar_wells
days_since_last = as.integer(today_datetime - as.POSIXct(max(dry_df$date)))
prod = expand.grid(whp_prod=seq(6, 16, length.out=10),
                  well_id_prod=ids[production_curve_wells])
ts = expand.grid(date_numeric_ts=seq(min(dry_df$date_numeric), max(dry_df$date_numeric)+days_since_last, length.out=10),
                 well_id_ts=ids[tsplotwells])
prod_list = prod %>% as.list
ts_list = ts %>% as.list

# extend matrix for prediction
drymatrix = rbind(drymatrix, matrix(NA, nrow=days_since_last, ncol=ncol(drymatrix)))

# combine into one list
data = c(regression_list, dry_list, facilities_list, prod_list, ts_list,
         list(well_ids=well_ids, liq_well_ids=liq_well_ids, 
              dry_well_ids=dry_well_ids, dry_no_ar_well_ids=dry_no_ar_well_ids,
              fp_ids=fp_ids,
              gen_ids=gen_ids, ip_gen_ids=ip_gen_ids, lp_gen_ids=lp_gen_ids, w_gen_ids=w_gen_ids,
              today_numeric=today_numeric, m=m, dummy=1,
              ts=drymatrix, ts_ar=drymatrix, ts_ema=drymatrix, ar_well_ids=ar_well_ids))
# data$whp_pred[is.na(data$whp_pred)] <- mean(data$whp_pred, na.rm=T)

# center covariates
mean_whp <- mean(data$whp, na.rm=T)
mean_date_numeric <- mean(data$date_numeric, na.rm=T)

data$whp_c <- data$whp - mean_whp
data$whp_pred_c <- data$whp_pred - mean_whp
data$whp_prod_c <- data$whp_prod - mean_whp
data$date_numeric_c <- data$date_numeric - mean_date_numeric
data$today_numeric_c <- data$today_numeric - mean_date_numeric
data$date_numeric_dry_c <- data$date_numeric_dry - mean_date_numeric
data$date_numeric_ts <- data$date_numeric_ts - mean_date_numeric

pidataplot = ggplot(regression_df %>% filter(source=="PI Database"), aes(x=whp, y=mf, color=well)) +
  geom_point() +
  labs(title=paste("PI Regression Data from", min(extra_liq$date), "to", max(extra_liq$date)),
       x="Well-head pressure (bar)", 
       y="Mixed-phase mass flow (T/h)",
       color="Well") +
  guides(color=guide_legend(ncol=2))# +
  # ggsave('../_media/pi_data.png', width=24.7, height=12, units='cm')
ggplotly(pidataplot)

Figure 4.2: One month of the most recent regression data from the PI database. We use a combination of well test data (not shown) to estimate the regression parameters, and this PI data to increase the weight and precision for short-term forecasts. Note how PI data is tightly clustered – this forces regressions to fit closely and is desirable if our predicted regressors are close to the PI data.

4.3 Model

JAGS accepts a model in a text string. It uses an R-like syntax, but is a declarative language not sequential. We do basic manipulation of the output traces.

code = "
data {
  D <- dim(ts)
}
model {
  ##############################################
  # fit individual regressions to liquid wells #
  ##############################################
  for (i in 1:length(mf)) {
    mu[i] <- Intercept[well_id[i]] + beta_whp[well_id[i]] * whp_c[i] + beta_date[well_id[i]] * date_numeric_c[i]
    mf[i] ~ dnorm(mu[i], tau[well_id[i]])
    mf_fit[i] ~ dnorm(mu[i], tau[well_id[i]])
    # mf_fit[i] ~ dnorm(mu[i]*measurement_error_factor[i], tau[well_id[i]])
    # measurement_error_factor[i] ~ dunif(0.9, 1.1)
  }
  # fit regression to dry wells
  for (i in 1:length(mf_dry)) {
    mu_dry[i] <- Intercept[well_id_dry[i]] + beta_date[well_id_dry[i]] * date_numeric_dry_c[i]
    mf_dry[i] ~ dnorm(mu_dry[i], tau[well_id_dry[i]])
    mf_dry_fit[i] ~ dnorm(mu_dry[i], tau[well_id_dry[i]])
    # measurement_error_factor_dry[i] ~ dunif(0.9, 1.1)
  }
  for (j in dry_well_ids) {
    Intercept[j] ~ dnorm(0, 1e-12)
    beta_date[j] ~ dnorm(0, 1e-12)
    tau[j] ~ dgamma(1e-12, 1e-12)
  }
  # experimental AR1 model for dry wells
  for (j in ar_well_ids) {
    for (t in 2:D[1]) {
      mu_ar[t,j] <- c_ar[j] + theta_ar[j]*ts_ar[t-1,j]
      ts_ar[t,j] ~ dnorm(mu_ar[t,j], tau_ar[j]) T(0,)
    }
    theta_ar[j] ~ dnorm(0, 1e-12)
    c_ar[j] ~ dnorm(0, 1e-12)
    tau_ar[j] ~ dgamma(1e-12, 1e-12)
  }
  # experimental EWMA model (use at your own risk)
  for (j in ar_well_ids) {
    for (t in 2:D[1]) {
      mu_ema[t,j] <- alpha*mu_ema[t-1,j] + (1-alpha)*ts_ema[t,j]
      ts_ema[t,j] ~ dnorm(mu_ema[t-1,j], tau_ema[j]) T(0,)
    }
    mu_ema[1,j] <- ts_ema[1,j]
    theta_ema[j] ~ dnorm(0, 1e-12)
    c_ema[j] ~ dnorm(0, 1e-12)
    tau_ema[j] ~ dgamma(1e-12, 1e-12)
  }
  alpha ~ dbeta(0.5, 0.5)

  # HIERARCHICAL
  # fills in for any missing wells
  for (j in liq_well_ids) {
    Intercept[j] ~ dnorm(mu_Intercept, tau_Intercept)
    beta_whp[j] ~ dnorm(mu_beta_whp, tau_beta_whp)
    # beta_whp2[j] ~ dnorm(mu_beta_whp2, tau_beta_whp2)
    beta_date[j] ~ dnorm(mu_beta_date, tau_beta_date)
    tau[j] ~ dgamma(1e-12, 1e-12)
    sd[j] <- 1/max(sqrt(tau[j]), 1e-12)
  }

  # fill in any missing data
  for (i in 1:length(mf)) {
    date_numeric_c[i] ~ dnorm(mu_date_numeric, tau_date_numeric)
  }
  mu_date_numeric ~ dnorm(0, 1e-12)
  tau_date_numeric ~ dnorm(1e-12, 1e-12)
  
  # set hyperparameters
  mu_Intercept ~ dnorm(0, 1e-12)
  mu_beta_whp ~ dnorm(0, 1e-12)
  # mu_beta_whp2 ~ dnorm(0, 1e-12)
  mu_beta_date ~ dnorm(0, 1e-12)
  tau_Intercept ~ dgamma(1e-12, 1e-12)
  tau_beta_whp ~ dgamma(1e-12, 1e-12)
  # tau_beta_whp2 ~ dgamma(1e-12, 1e-12)
  tau_beta_date ~ dgamma(1e-12, 1e-12)

  #####################################
  # production curve for verification #
  #####################################
  for (i in 1:length(whp_prod)) {
    mu_prod[i] <- Intercept[well_id_prod[i]] + beta_whp[well_id_prod[i]] * whp_prod_c[i] + beta_date[well_id_prod[i]] * today_numeric_c
    # mf_prod[i] ~ dnorm(mu_prod[i], tau[well_id_prod[i]])
    mf_prod[i] <- mu_prod[i]
  }
  for (i in 1:length(date_numeric_ts)) {
    mu_ts[i] <- Intercept[well_id_ts[i]] + beta_date[well_id_ts[i]] * date_numeric_ts[i]
    mf_ts[i] ~ dnorm(mu_ts[i], tau[well_id_ts[i]])
  }

  #########################################################
  # simple model to fill in missing FP enthalpy constants #
  #########################################################
  for (i in fp_ids) {
    # missing fp constants
    hf_ip[i] ~ dgamma(param[1], param[7])
    hg_ip[i] ~ dgamma(param[2], param[8])
    hfg_ip[i] ~ dgamma(param[3], param[9])
    hf_lp[i] ~ dgamma(param[4], param[10])
    hg_lp[i] ~ dgamma(param[5], param[11])
    hfg_lp[i] ~ dgamma(param[6], param[12])
  }
  for (i in c(1, well_ids)) { 
    h[i] ~ dgamma(param[13], param[14])
    whp_pred_c[i] ~ dnorm(param[15], param[16])
  } # missing well constants
  for (i in 1:16) { param[i] ~ dgamma(1e-12, 1e-12) }               # uniform priors

  ########################################
  # make predictions (the stuff we want) #
  ########################################
  mf_pred[dummy] <- 0  # dummy well
  ip_sf[dummy] <- 0
  lp_sf[dummy] <- 0
  wf[dummy] <- 0
  
  # use production curve
  for (j in liq_well_ids) {
    mf_pred[j] <- max(Intercept[j] + beta_whp[j] * whp_pred_c[j] + beta_date[j] * today_numeric_c, 0)
  }
  # use naive TS reg
  for (j in dry_well_ids) { #dry_no_ar_well_ids) {
    mf_pred[j] <- max(Intercept[j] + beta_date[j] * today_numeric_c, 0)
  }
  # use AR(1)
  # for (j in ar_well_ids) {
  #   mf_pred[j] <- mu_ar[D[1], j]
  # }

  for (i in fp_ids) {
    mf_pred[i] <- sum(mf_pred[m[i,1:n_inflows[i]]])
    h[i] <- sum(mf_pred[m[i, 1:n_inflows[i]]] * h[m[i, 1:n_inflows[i]]]) / ifelse(mf_pred[i]!=0, mf_pred[i], 1)

    ip_sf[i] <- min(max((h[i] - hf_ip[i]), 0) / hfg_ip[i], 1) * mf_pred[i]
    lp_sf[i] <- min(max((min(hf_ip[i], h[i]) - hf_lp[i]), 0) / hfg_lp[i], 1) * (mf_pred[i] - ip_sf[i])

    total_sf[i] <- ip_sf[i] + lp_sf[i]
    wf[i] <- mf_pred[i] - total_sf[i]
  }
  # dummy gens and actual gens
  for (i in ip_gen_ids) { mf_pred[i] <- sum(ip_sf[m[i, 1:n_inflows[i]]]) }
  for (i in lp_gen_ids) { mf_pred[i] <- sum(lp_sf[m[i, 1:n_inflows[i]]]) }
  for (i in w_gen_ids) { mf_pred[i] <- sum(wf[m[i, 1:n_inflows[i]]]) }
  for (i in gen_ids) {
    mf_pred[i] <- sum(mf_pred[m[i,1:n_inflows[i]]])
    power[i] <- mf_pred[i] / mu_factor[i]
    mu_factor[i] ~ dunif(0.95*factor[i], 1.05*factor[i])  # uncertainty from email
  }
  total_power <- sum(power[gen_ids])
}
"
# cat(code, file="model.txt")

vars =  c('mf_fit',
          'mf_dry_fit',
          'mf_ts',
          'mf_prod',
          'mf_pred',
          'beta_date',
          'sd',
          'power',
          'total_sf',
          'mu_ar',
          'ts_ar',
          'mu_ema',
          'ts_ema',
          'alpha',
          'ip_sf',
          'lp_sf',
          'wf',
          paste0('h[', fp_ids, ']'),
          paste0('mu_', c('Intercept', 'beta_whp', 'beta_date')),
          'total_power')
n_chains = 2
burn_in = 100

model = jags.model(textConnection(code), data, n.chains=n_chains)

## Compiling data graph
##    Resolving undeclared variables
##    Allocating nodes
##    Initializing
##    Reading data back into data table
## Compiling model graph
##    Resolving undeclared variables
##    Allocating nodes
## Graph information:
##    Observed stochastic nodes: 6257
##    Unobserved stochastic nodes: 3918
##    Total graph size: 29435
## 
## Initializing model

update(model, burn_in)
out = coda.samples(model, n.iter=round(n_steps/n_chains), variable.names=vars)
outmatrix = as.matrix(out)
outframe = as.data.frame(outmatrix) %>%
  gather(key=facility, value=value) %>%
  mutate(variable=gsub("\\[.*$", "", facility), facility=parse_number(facility, na=c("NA")))
outframe$facility = factor(names(ids)[outframe$facility])

4.4 Convergence Tests

One of the difficulties with MCMC approximations is they often require a burn-in (warm-up) period before settling into the stationary distribution of the Markov chain. Only the stationary distribution corresponds to the joint distribution we wish to sample from. In most practical uses, there is no way to predict convergence, so we diagnose convergence by monitoring the sample trace and running diagnostic tests.

4.4.1 Trace plots

Poor convergence or mixing is indicated by a strong trend at the beginning of the trace plot.

trace1 <- outframe %>%
  filter(variable=='mf_pred', facility==censor('wk256', "well")) %>%
  mutate(index = 1:nrow(.))
trace2 <- outframe %>%
  filter(variable=='total_power') %>%
  mutate(index = 1:nrow(.))
trace3 <- outframe %>%
  filter(variable=='mu_Intercept') %>%
  mutate(index = 1:nrow(.))
traceplot = ggplot(trace1, aes(x=index, y=value, color=variable)) +
  geom_line(alpha=0.75) +
  geom_line(alpha=0.75) +
  geom_line(alpha=0.75) +
  coord_cartesian(xlim = c(max(trace1$index)-1000, max(trace1$index))) +
  labs(title="Trace Plot (Single chain)", x="Iteration", y="Parameter value", color="Variable")# +
  # ggsave('../_media/trace_plot.png', width=24.7, height=8, units='cm')
ggplotly(traceplot)

Figure 4.3: Example trace plots displaying normal behaviour. The sampler appears to have reached its equilibrium distribution with no trend.

4.4.2 Geweke

Geweke’s convergence diagnostic for MCMC samples tests for equality of the means in the first 10% and last 50% of the trace. The means will be equal if the sample is drawn from a stationary distribution, indicating the burn-in period has been successfully excluded.

If true univariate convergence has been achieved, we expect 95% of variables to pass Geweke’s test with a z-score less than 1.96 with 95% confidence.

# 100 random var because it takes too long
random_var_ix = sample.int(ncol(outmatrix), 100)
geweke.out = geweke.diag(out[,random_var_ix])
geweke.df = data.frame(Index = 1:length(unlist(geweke.out)),
                       z = unlist(geweke.out[1])) %>%
  mutate(out = ifelse(abs(z)>1.96, T, F)) %>%
  drop_na()
proportion_out = sum(geweke.df$out) / nrow(geweke.df)
gewekeplot = ggplot(geweke.df, aes(x=Index, y=z)) +
  geom_point() +
  geom_hline(data=data.frame(value=c(1.96,-1.96)), aes(yintercept=value), color='red') +
  labs(title=paste0("Geweke z-score. ", round(proportion_out, 2)*100,
                    "% of points lie outside the 95% confidence interval."))# +
  # ggsave('../_media/geweke.png', width=24.7, height=6, units='cm')
ggplotly(gewekeplot)

Figure 4.4: More than 5% of z-scores outside the confidence interval, indicating the chains have not converged and are either too short or contain burn-in.

4.4.3 Gelman

The Gelman-Rubin convergence diagnostic gives the potential scale reduction factor (PSRF) for each parameter. This requires at least two independent chains and tests whether the chains have converged to identical distributions. If the chains have not converged, the scale reduction factors will have upper confidence limits greater than one. It is possible that when run indefinitely, the variance of the parameter estimate could shrink by the PSRF.

gelman.out = gelman.diag(out[,c(paste0('mf_pred[', 8:9, ']'),
                                'beta_date[9]', 'mu_beta_whp', 'mu_beta_date',
                                'mu_Intercept', 'total_power')])[[1]] %>% 
  as.data.frame()
gelman.out %>% kable(caption="Gelman-Rubin test statistics") %>% kable_styling

Table 4.1: Gelman-Rubin test statistics

	Point est.	Upper C.I.
mf_pred[8]	1.0000246	1.003559
mf_pred[9]	1.0064248	1.030356
beta_date[9]	1.0540384	1.222787
mu_beta_whp	0.9992703	1.000346
mu_beta_date	1.0301913	1.123976
mu_Intercept	1.0069080	1.037115
total_power	1.0065365	1.025751

Some of the upper CIs are slightly greater than one, but not significantly. Large PSRFs are acceptable if they are in components of the network that do not affect parameters of interest.

4.4.4 Raftery

Raftery’s diagnostic gives the number of samples required to estimate a quantile (or credible interval) to a certain accuracy. In this notebook we only run 1000 samples so it says we do not have enough.

raftery.out = raftery.diag(out[,c(paste0('mf_pred[', 8:9, ']'),
                                  'beta_date[9]', 'mu_beta_whp', 'mu_beta_date',
                                  'mu_Intercept', 'total_power')])
raftery.out[[1]]

## 
## Quantile (q) = 0.025
## Accuracy (r) = +/- 0.005
## Probability (s) = 0.95 
## 
## You need a sample size of at least 3746 with these values of q, r and s

4.5 Posteriors

We generate density plots in their most basic forms without post-processing.

4.5.1 Well Mass Flow

g1 = ggplot(outframe %>% 
              filter(facility %in% well_names, variable=="mf_pred", value>0) %>%
              mutate(source = ifelse(facility %in% dry_wells, "PI time series", "Production curve")), 
            aes(x=value, fill=facility)) +
  geom_density(aes(y=..scaled..), alpha=0.5, color=NA) + xlim(0, NA) +
  facet_grid(source~.) +
  theme(axis.text.y=element_blank(),
        axis.ticks.y=element_blank()) +
  labs(title=paste("Posterior Well Mass Flows for", prediction_date), 
       x="Mass flow (T/h)", y="Scaled density", fill="Facility")# +
  # ggsave('../_media/mf_wells.png', width=24.7, height=8, units='cm')
ggplotly(g1, tooltip=c('facility', 'value'))

Figure 4.5: Posterior mass flows for all 71 wells, divided into wells with production curves and wells with a simple time-series. Wells show large variations in mean mass flow and variance.

4.5.2 Decline Rate

An operator might like to see which wells are declining the fastest.

g2 = ggplot(outframe %>% filter(variable=="beta_date", facility %in% special_wells),
            aes(x=value, fill=facility)) +
  geom_density(alpha=0.5, color=NA) +
  labs(title="Posterior Decline Rate of Test Data", 
       x="beta_date (T/h/d)", y="Density", fill="Facility") +
  theme(axis.text.y=element_blank(),
        axis.ticks.y=element_blank())# +
  # ggsave('../_media/beta_date.png', width=24.7, height=6, units='cm')
ggplotly(g2, tooltip=c('facility', 'value'))

Figure 4.6: Decline rates for \(\beta_\text{date}\).

4.5.3 Gen Mass Flow

g4 = ggplot(outframe %>% filter(facility %in% gen_names, variable=="mf_pred", value>0),
            aes(x=value, fill=facility)) +
  geom_density(aes(y=..scaled..), alpha=0.5, color=NA) + xlim(0, NA) + 
  theme(axis.text.y=element_blank(),
        axis.ticks.y=element_blank()) +
  labs(title=paste("Posterior Generator Values for", prediction_date), 
       x="Mass flow (T/h)", y="Scaled density", fill="Facility")# +
  # ggsave('../_media/mf_gens.png', width=24.7, height=10, units='cm')
ggplotly(g4, tooltip=c('facility', 'value'))

Figure 4.7: Generator mass flow estimates.

4.5.4 Gen Power

g5.actual = data.frame(facility = c("WRK", "THI", "POI", "BIN"),
                       value = c(121.73567, 172.18096, 51.53028, 9.98687))
g5 = ggplot(outframe %>% filter(facility %in% gen_names, variable=="power", value>0),
            aes(x=value, fill=facility)) +
  geom_density(aes(y=..scaled..), alpha=0.5, color=NA) + xlim(0, NA) +
  geom_vline(data=g5.actual, aes(xintercept=value, color=facility)) +
  theme(axis.text.y=element_blank(),
        axis.ticks.y=element_blank()) +
  labs(x="Power (MW)", y="Scaled density", fill="Facility")# +
  # ggsave('../_media/power_gens.png', width=24.7, height=10, units='cm')

ggplotly(g5, tooltip=c('facility', 'value'))

Figure 4.8: Generator power estimates

# tsgrob4.5 = grid_arrange_shared_legend(g4, g5, nrow=2, ncol=1, position = "right")
# ggsave('../_media/gens.png', tsgrob4.5, width=24.7, height=6, units='cm')

4.5.5 Well Standard Deviation

tb6 <- outframe %>% filter(variable=="sd") %>% select(facility, value) %>%
  mutate(well=factor(facility)) %>%
  group_by(well) %>%
  summarise(Mean = mean(value), 
            `Lower 2.5%` = quantile(value, 0.025), 
            `Upper 97.5%` = quantile(value, 0.975)) %>%
  mutate_if(is.numeric, round, 3) %>%
  inner_join(regression_df %>% 
               mutate(well=factor(names(ids)[well_id])) %>% 
               group_by(well) %>% 
               summarise(n=n()), by="well")
g6 = ggplot(outframe %>% filter(variable=="sd") %>% filter(facility %in% special_wells),
            aes(x=value, fill=facility)) +
  geom_density(alpha=0.5, color=NA) + coord_cartesian(xlim=c(0, max(tb6$`Upper 97.5%`))) +
  theme(axis.text.y=element_blank(),
        axis.ticks.y=element_blank()) +
  labs(title="Posterior Flow Deviation Estimates", 
       x="Standard deviation", y="Density", fill="Facility")# +
  # ggsave('../_media/standard_deviation.png', width=24.7, height=10, units='cm')
ggplotly(g6, tooltip=c('facility', 'value'))

Figure 4.9: Estimates for standard deviation in well mass flow.

4.6 Advanced Analysis

4.6.1 High Variance wells

nrow.source = function(df, facilityname, sourcename) {
  return(nrow(df %>% filter(well==facilityname, source==sourcename)))
}
well_summaries = outframe %>%
  filter(facility %in% well_names, variable=="mf_pred") %>%
  group_by(facility) %>%
  summarise(mean = mean(value),
            sd = sd(value),
            n_test = nrow.source(regression_df, unique(facility),"Well Tests"),
            n_pi = nrow.source(regression_df, unique(facility), "PI Database"),
            use.test = ifelse(n_test>0, "Test data", "No test data"),
            use.pi = ifelse(n_pi>0, "PI data", "No PI data")) %>%
  arrange(desc(sd))
well_summaries$production.curve = ifelse(well_summaries$facility %in% liq_wells,
                                         "Production curve", "Time series")

# fp_summaries = list(fp14 = well_summaries %>% filter(facility %in% flows_to(censor('fp14', 'fp'))),
#                     fp15 = well_summaries %>% filter(facility %in% flows_to(censor('fp15', 'fp'))),
#                     fp16 = well_summaries %>% filter(facility %in% flows_to(censor('fp16', 'fp'))))
# for (fp in names(fp_summaries)) {
#   print(xtable(fp_summaries[[fp]] %>% select(-c(use.test, use.pi, production.curve)),
#                type = "latex",
#                caption=paste("Data methods feeding flash plant", censor(fp, 'fp')),
#                label=paste0("tab:well_summaries_", fp)),
#       table.placement = "H",
#       file = paste0("../_media/summaries_", fp, ".tex"))
# }

n_summaries = well_summaries %>%
  group_by(use.pi, use.test) %>%
  count()

sourceplot = ggplot(well_summaries, aes(x=1, y=log(sd))) +
  geom_boxplot(fill='steelblue') +
  # geom_label(data=n_summaries, 
  #            aes(x=-Inf, y=-Inf, hjust=0, vjust=0, 
  #                label=paste0("n=", n), family="Times New Roman"),
  #            label.size=0, fill='white') +
  geom_text(data=n_summaries, 
            aes(x=-Inf, y=-Inf, hjust=0, vjust=0, 
                label=paste0("n=", n), family="Times New Roman")) +
  facet_grid(.~ use.pi + use.test) +
  theme(axis.text.x=element_blank(),
        axis.ticks.x=element_blank()) +
  labs(title="Differences in Production Error by Data Source", 
       x="Production curve data source", y="log(standard deviation)")# +
  # ggsave('../_media/error_source.png', width=24.7*0.5, height=6, units='cm')
ggplotly(sourceplot)

Figure 4.10: Facets of the data sources for the mass flow’s standard deviation. No data (far left) means there was no curve – these mass flows were predicted by time series on PI mass-flow data. \(n\) is the number of wells, and standard deviation is calculated as \(\text{sd}(\hat{\dot{m}}_j)\) for each well. Lower values mean the samples for mass flow were more concentrated, but this is not necessarily a good thing if it means we are under-estimating uncertainty.

sourcetab = well_summaries %>%
  select(facility, mean, sd, n_test, n_pi) %>%
  mutate(error.coef = sd/mean)
# print(xtable(sourcetab %>% head(), type = "latex",
#              caption="Upon inspection of the wells with the most variance, there is no immediate cause for high variance. This requires further investigation.",
#              label="tab:well_summaries"),
#       table.placement = "h",
#       file = "../_media/well_summaries.tex")
# sourcetab %>% datatable(caption = "Production errors and data sources",
#                         options=list(scrollX=T))
sourcetab %>% kable(caption="Production errors and data sources") %>%
  kable_styling %>% scroll_box(height="400px", width="100%")

Table 4.2: Production errors and data sources

facility	mean	sd	n_test	n_pi	error.coef
wC00	91.9105779	76.3115019	2	0	0.8302799
wF8E	90.5025502	76.2423011	4	0	0.8424326
wCA0	88.8534431	48.7483153	26	0	0.5486373
wC98	325.7166301	47.1498732	28	0	0.1447573
w74A	169.3416614	34.2917711	36	0	0.2025005
w416	98.7369605	27.4685763	31	0	0.2781995
w06A	74.6317069	27.2477332	10	0	0.3650959
w354	62.6489540	26.5828959	24	0	0.4243151
wB84	109.7527018	26.4209049	13	0	0.2407312
wE66	30.8511881	23.9641581	10	0	0.7767661
w518	184.2240154	23.8874813	31	0	0.1296654
wF4C	124.7657126	21.6313570	31	0	0.1733758
w69D	151.7884895	21.2474030	26	0	0.1399803
w55E	93.6515797	20.8884677	26	0	0.2230445
w390	128.1731640	20.4178744	32	0	0.1592991
wC1C	218.5959154	19.5278547	32	30	0.0893331
wA2E	90.8268962	18.6748863	27	30	0.2056096
w906	324.4262349	16.8454082	29	30	0.0519237
w3AE	393.6646220	16.3545308	34	30	0.0415443
wE1B	119.7297240	15.1663664	16	0	0.1266717
w096	419.0940960	15.1020244	41	30	0.0360349
w93A	378.4471453	14.3379214	41	30	0.0378862
w30F	335.5139189	14.2516463	34	30	0.0424771
wB8C	134.9902444	14.1457805	26	0	0.1047911
w31A	307.5889859	13.3380503	31	30	0.0433632
w70B	157.8167474	12.5806368	26	0	0.0797167
w328	132.5981756	11.7231309	25	30	0.0884110
w96C	62.2154303	10.5916738	47	0	0.1702419
w880	152.0391850	10.0147663	45	0	0.0658696
w05D	632.0852790	9.8295388	36	30	0.0155510
w6CE	205.9955818	9.8210435	20	0	0.0476760
w08D	252.9967875	9.5525323	31	0	0.0377575
w39A	196.9210957	9.4607192	37	30	0.0480432
w4AB	32.6048324	9.2311625	0	30	0.2831225
w2A1	203.6142798	9.1605960	92	0	0.0449899
w69F	106.3365182	8.6680604	44	0	0.0815154
w47D	374.8294763	8.1393951	52	30	0.0217149
w024	86.6385147	6.6827432	6	30	0.0771336
wB4B	150.0824668	6.2894274	18	0	0.0419065
wDEE	232.8877039	6.2466641	48	30	0.0268226
wE4D	132.3240633	5.8756680	18	0	0.0444036
wA37	295.7490546	4.8307094	33	30	0.0163338
w503	43.7747464	4.7538499	18	0	0.1085980
wBE7	250.1150480	4.6725693	37	30	0.0186817
w00B	269.4138626	4.5077986	32	30	0.0167319
w847	460.1697450	4.1044877	5	30	0.0089195
w3AB	198.6743797	3.4232751	38	30	0.0172306
w521	308.9428453	3.4066536	37	30	0.0110268
w145	221.4654012	3.3598360	34	30	0.0151709
wCA9	208.2406625	3.1861698	7	30	0.0153004
w001	226.7296390	2.3902723	39	30	0.0105424
w167	36.1384895	1.4167845	0	0	0.0392043
wBD9	14.2337916	0.9240651	0	30	0.0649205
w85A	21.9535980	0.8240768	0	0	0.0375372
w529	13.8741340	0.5564735	0	30	0.0401087
wE15	45.6966423	0.4403782	0	30	0.0096370
wFEA	60.4827607	0.3423661	0	30	0.0056606
wB55	6.6887400	0.3365317	0	0	0.0503132
w5F8	1.5699848	0.3197401	0	0	0.2036581
wA09	1.4389974	0.2463226	0	0	0.1711766
w8F4	6.7085506	0.2247780	0	0	0.0335062
wB44	30.6725489	0.1921003	0	30	0.0062629
w8B9	22.6717427	0.1647670	0	30	0.0072675
w23A	23.3858072	0.1500176	0	30	0.0064149
w701	14.9804066	0.1134390	0	30	0.0075725
wCB9	26.3909020	0.1003399	0	0	0.0038021
w22A	58.9163077	0.0837386	0	30	0.0014213
w083	8.0836287	0.0789805	0	0	0.0097704
wD33	0.0323662	0.0377649	0	30	1.1667994
wB3C	9.5152306	0.0337091	0	0	0.0035426
w6C6	0.7565668	0.0300801	0	0	0.0397587
wB31	0.0020799	0.0014536	0	0	0.6988952
w675	0.0011929	0.0010234	0	0	0.8579636
wC1A	0.0008220	0.0008347	0	0	1.0154706
w204	0.0006489	0.0006575	0	0	1.0131473

4.6.2 Regression Fits

prod = as.data.frame(outmatrix) %>%
  select(contains('prod')) %>%
  gather(key=facility, value=value) %>%
  mutate(which=parse_number(facility)) %>%
  mutate(whp=data$whp_prod[which],
         well = names(ids)[data$well_id_prod[which]]) %>%
  rename(mf=value) %>%
  group_by(well, whp) %>%
  summarise(lower=quantile(mf, 0.025),
            upper=quantile(mf, 0.975),
            mean=mean(mf))

plotdata = regression_df %>%
  filter(well_id %in% ids[production_curve_wells]) %>%
  mutate(datetime = factor(as.Date(date))) %>%
  mutate(source = factor(source, levels=c("Well Tests", "PI Database")))

# regression plot
regplot = ggplot(prod, aes(x=whp)) +
  geom_line(aes(y=mean, color=well)) +
  geom_ribbon(aes(ymin=lower, ymax=upper, fill=well), alpha=0.25) +
  geom_point(data=plotdata, aes(y=mf, color=well, size=date, shape=source), alpha=0.5) +
  labs(title="Linear Regression on Test and PI Data", 
       x="Well-head pressure (bar)", y="Mass flow (T/h)", 
       color="Well", shape="Data source", size="Date", fill="Well") +
  coord_cartesian(xlim=c(min(plotdata$whp)*0.9,max(plotdata$whp)*1.1),
                  ylim=c(0,max(plotdata$mf)*1.1))# +
  # ggsave('../_media/production_curve.png', width=24.7*0.48, height=24.7*0.48, units='cm')
ggplotly(regplot)

(#fig:verify_production_curve)We expect the curves to make better predictions near the PI data after inclusion. Forecasted production curves for December 1st, and shaded regions are 95% credible intervals.

4.6.3 Time Series Plots

tsplotwells = ar_wells
ts_fit = as.data.frame(outmatrix) %>%
  select(contains('mf_ts')) %>%
  gather() %>%
  mutate(index = parse_number(key)) %>% select(-key) %>%
  group_by(index) %>%
  summarise(lower=quantile(value, 0.025),
            upper=quantile(value, 0.975),
            mean=mean(value)) %>%
  cbind(ts) %>%
  mutate(well = factor(names(ids[well_id_ts])),
         date_numeric = date_numeric_ts)

# actual observations
tsplotdata = dry_df %>%
  filter(well_id %in% ids[tsplotwells]) %>%
  mutate(datetime = factor(as.Date(date)),
         facility = well)

# experimental AR1 time series
ar_fit = as.data.frame(outmatrix) %>%
  select(contains("mu_ar")) %>%
  gather() %>%
  mutate(date_numeric = as.numeric(str_extract(key, "(?<=\\[)(.*?)(?=,)")) + min(dry_df$date_numeric) - 1,
         facility = names(ids)[as.numeric(str_extract(key, "(?<=,)(.*?)(?=\\])"))]) %>%
  select(facility, date_numeric, value) %>%
  group_by(facility, date_numeric) %>%
  summarise(mean=mean(value),
            lower=quantile(value, 0.025),
            upper=quantile(value, 0.975)) %>%
  filter(facility %in% tsplotwells)

# experimental EMA time series
ewma_fit = as.data.frame(outmatrix) %>%
  select(contains("mu_ema")) %>%
  gather() %>%
  mutate(date_numeric = as.numeric(str_extract(key, "(?<=\\[)(.*?)(?=,)")) +
           min(dry_df$date_numeric) - 1,
         facility = names(ids)[as.numeric(str_extract(key, "(?<=,)(.*?)(?=\\])"))]) %>%
  select(facility, date_numeric, value) %>%
  group_by(facility, date_numeric) %>%
  summarise(mean=mean(value),
            lower=quantile(value, 0.025),
            upper=quantile(value, 0.975)) %>%
  filter(facility %in% tsplotwells)

# find plot limits
tsmax = max(c(ts_fit$upper, ar_fit$upper, ewma_fit$upper))

lintsplot = ggplot(ts_fit, aes(x=date_numeric, color=well, fill=well)) +
  geom_line(aes(y=mean), linetype="dashed") +
  geom_ribbon(aes(ymin=lower, ymax=upper), color=NA, alpha=0.25) +
  geom_line(data=tsplotdata, aes(y=mf)) +
  geom_vline(aes(xintercept = max(tsplotdata$date_numeric)), 
             linetype="dashed", color="red") +
  coord_cartesian(ylim=c(0, 60)) +
  labs(title=paste("Linear Time Series Regression for Selected Wells in PI"), 
       x="Days since baseline (2000)", linetype="")# +
  # ggsave('../_media/dry_time_series.png', width=24.7, height=8, units='cm')
ggplotly(lintsplot)

Figure 4.11: Linear regression.

arplot = ggplot(ar_fit %>% filter(facility %in% tsplotwells), 
                aes(x=date_numeric, y=mean, fill=facility, color=facility)) +
  geom_line(data=tsplotdata, aes(y=mf)) +
  geom_ribbon(aes(ymin=lower, ymax=upper), color=NA, alpha=0.5) +
  geom_line(linetype="dashed") + coord_cartesian(ylim=c(0, 60)) +
  geom_vline(aes(xintercept = max(tsplotdata$date_numeric)), 
             linetype="dashed", color="red") +
  labs(title="AR(1) Experiment", x="Days since first date", y="Mass flow (T/h)")# +
  # ggsave('../_media/ar_experiment.png', width=24.7, height=8, units='cm')
ggplotly(arplot)

Figure 4.12: First-order autoregressive model.

ewmaplot = ggplot(ewma_fit, aes(x=date_numeric, y=mean, fill=facility, color=facility)) +
  geom_line(data=tsplotdata, aes(y=mf)) +
  geom_ribbon(aes(ymin=lower, ymax=upper), color=NA, alpha=0.5) +
  geom_line(linetype="dashed") + coord_cartesian(ylim=c(0, 60)) +
  geom_vline(aes(xintercept = max(tsplotdata$date_numeric)), 
             linetype="dashed", color="red") +
  labs(title="EWMA Experiment", x="Days since first date")# +
  # ggsave('../_media/ewma_experiment.png', width=24.7, height=8, units='cm')
ggplotly(ewmaplot)

Figure 4.13: Exponentially-weighted moving average model.

4.6.4 Goodness of fit (OLS regression)

liq_fit = as.data.frame(outmatrix) %>%
  select(contains('mf_fit')) %>%
  gather(key='index', value='fitted') %>%
  mutate(index=as.integer(parse_number(index))) %>%
  group_by(index) %>%
  summarise(lower=quantile(fitted, 0.025),
            upper=quantile(fitted, 0.975),
            Fitted=mean(fitted),
            std=sd(fitted)) %>%
  cbind(regression_df) %>%
  mutate(`Standardised residual` = (Fitted-mf)/std,
         Well = factor(names(ids[well_id])),
         Observed = mf) %>%
  gather(key="key", value="value", `Standardised residual`, Observed) %>%
  select(Well, key, Fitted, value, source)

diagplot = ggplot(liq_fit, aes(x=Fitted, y=value)) +
  geom_point(aes(color=Well, shape=Well)) + 
  scale_shape_manual(values = rep_len(1:25, length(unique(liq_fit$Well)))) +
  geom_smooth(color='black') +
  facet_wrap(~key, scales="free") +
  geom_hline(data=data.frame(key="Standardised residual", value=c(1.96,-1.96)),
             aes(yintercept=value), color='red') +
  geom_abline(data=data.frame(key="Observed", a = 1, b = 0),
              aes(slope = a, intercept=b), color='red') +
  # coord_cartesian(ylim=c(-4, 4)) +
  labs(title="Diagnostic Plots", x="Fitted mass flow (T/h)", y="") +
  theme(legend.position = "bottom") +
  guides(color=guide_legend(nrow=3, byrow=T), shape=guide_legend(nrow=3, byrow=T))# +
  # ggsave('../_media/diagnostics.png', width=24.7, height=12, units='cm')
diagplot

## `geom_smooth()` using method = 'gam' and formula 'y ~ s(x, bs = "cs")'

(#fig:OLS_diagnostics)Miscellaneous regression diagnostic plots.

selectwells = liq_fit %>% group_by(Well, key) %>%
  summarise(fittedsd = sd(Fitted)) %>%
  arrange(desc(fittedsd)) %>%
  head(56*2) %>%
  pull(Well)

observedplot = ggplot(liq_fit %>% filter(key=="Observed", Well %in% selectwells),
                      aes(x=Fitted, y=value)) +
  geom_point(aes(color=source), alpha=0.5) +
  geom_smooth(color=NA, alpha=0.5) +
  facet_wrap(~Well, scales="free") +
  geom_abline(data=data.frame(key="Observed", a = 1, b = 0),
              aes(slope = a, intercept=b)) +
  labs(title="Linear Regression Fit Plots Per Well",
       x="Fitted mass flow (T/h)", y="Observed mass flow (T/h)", color="Data source") +
  theme(legend.position = "bottom")# +
  # guides(color=guide_legend(nrow=3, byrow=T), shape=guide_legend(nrow=3, byrow=T)) +
  # ggsave('../_media/observed.png', width=24.7, height=24.7, units='cm')

stdresplot = ggplot(liq_fit %>% filter(key=="Standardised residual",
                                       Well %in% selectwells),
                    aes(x=Fitted, y=value)) +
  geom_point(aes(color=source), alpha=0.5) +
  geom_smooth(color=NA, alpha=0.5) +
  facet_wrap(~Well, scales="free_x") +
  geom_hline(data=data.frame(key="Standardised residual", value=c(1.96,-1.96)),
             aes(yintercept=value), color='red') +
  # geom_abline(data=data.frame(key="Observed", a = 1, b = 0), aes(slope = a, intercept=b), color='red') +
  labs(title="Linear Regression Residual Plots Per Well",
       x="Fitted mass flow (T/h)", y="Standardised residual", color="Data source") +
  coord_cartesian(ylim=c(-5, 5)) +
  theme(legend.position="bottom")# +
  # guides(color=guide_legend(nrow=3, byrow=T), shape=guide_legend(nrow=3, byrow=T)) +
  # ggsave('../_media/stdres.png', width=24.7, height=24.7, units='cm')

observedplot

## `geom_smooth()` using method = 'loess' and formula 'y ~ x'

(#fig:OLS_diagnostics)Miscellaneous regression diagnostic plots.

stdresplot

## `geom_smooth()` using method = 'loess' and formula 'y ~ x'

(#fig:OLS_diagnostics)Miscellaneous regression diagnostic plots.

# stdres_min = liq_fit %>% filter(key=="Standardised residual") %>% pull(value) %>% min()
# stdres_max = liq_fit %>% filter(key=="Standardised residual") %>% pull(value) %>% max()
# ggplot(liq_fit %>% filter(key=="Standardised residual"), aes(x=value)) +
#   geom_density(fill="red", alpha=0.5, color=NA) +
#   geom_line(data=data.frame(x=seq(stdres_min, stdres_max, length.out=100)), aes(x=x, y=dnorm(x)))

4.6.5 Limits and Constraint Violations

sf.df <- outframe %>% 
  filter(str_detect(variable, "total_sf") & value > 0) %>% 
  droplevels()
limits = fp_constants %>%
  mutate(facility = names(ids)[fp_id]) %>%
  select(facility, limit) %>% 
  drop_na()

p.limits = sf.df %>%
  left_join(limits, by=c("facility")) %>%
  mutate(greater = value > limit) %>%
  group_by(facility) %>%
  summarise(p.greater = mean(greater)) %>%
  drop_na()

limitplot = ggplot(sf.df %>% filter(facility %ni% incomplete.fps),
                   aes(x=value, fill=facility)) +
  facet_wrap(~facility, scales = "free_y", ncol=2) +
  geom_density(alpha=0.5, color=NA) +
  geom_vline(data=limits, aes(xintercept=limit), color="red") +
  geom_label(data=p.limits %>% filter(facility %ni% incomplete.fps),
             aes(x=-Inf, y=Inf, hjust=0, vjust=1,
                 label=paste0("p(>lim)=", p.greater), family="Times New Roman"),
             color="black", label.size=0, fill='white') +
  theme(legend.position="none",
        axis.text.y=element_blank(),
        axis.ticks.y=element_blank()) +
  labs(title="Posterior Flash Plant Mass Flows",
       x="Steam flow (T/h)", y="Density", fill="Flash plant", color="Steam flow limit")# +
  # ggsave('../_media/constraints.png', width=24.7, height=10, units='cm')
limitplot

Figure 4.14: We expect the curves to make better predictions near the PI data after inclusion. Forecasted production curves for December 1st, and shaded regions are 95% credible intervals.

4.6.6 Flow Comparison

flow.df <- outframe %>% 
  filter(facility %in% fp_names) %>%
  filter(str_detect(variable, "mf_pred|ip_sf|lp_sf|wf") & value > 0) %>%
  mutate(variable=ifelse(variable=="mf_pred", "mf", variable),
         variable=factor(variable, levels=c("mf", "ip_sf", "lp_sf", "wf")))

comparison = fp_constants %>% select("fp", contains("verification")) %>%
  rename(facility=fp) %>%
  gather(key="variable", value="value", -facility) %>%
  mutate(variable = gsub("^verification_", "", variable),
         variable=factor(variable, levels=c("mf", "ip_sf", "lp_sf", "wf"))) %>%
  drop_na()

ps = flow.df %>%
  left_join(comparison, by=c("facility", "variable")) %>%
  mutate(greater = value.x > value.y) %>%
  group_by(facility, variable) %>%
  summarise(p.greater = mean(greater)) %>%
  mutate(variable=factor(variable, levels=c("mf", "ip_sf", "lp_sf", "wf"))) %>%
  drop_na()

verificationplot = ggplot(flow.df %>% filter(facility %ni% incomplete.fps),
                          aes(x=value)) +
  geom_density(aes(y=..scaled.., fill=variable, color=variable),
               alpha=0.5, show.legend=F) +
  geom_vline(data=comparison %>% filter(facility %ni% incomplete.fps),
             aes(xintercept=value)) +
  geom_label(data=ps %>% filter(facility %ni% incomplete.fps),
             aes(x=-Inf, y=Inf, hjust=0, vjust=1, label=paste0("p(>x)=", p.greater),
                 family="Times New Roman"), label.size=0) +
  facet_grid(facility~variable, scales="free", space="free_y") +
  theme(axis.text.y=element_blank(), axis.ticks.y=element_blank()) +
  labs(title="Comparison Between Predicted FP Flows and Sample Data",
       x="Value", y="Scaled density")# +
  # ggsave('../_media/verification.png', width=24.7, height=20, units='cm')
verificationplot

(#fig:flow comparison)Verification of predicted flows with supplied calculations shows some disagreement (\(p<0.025\) or \(p>0.975\)), if we assume CEL’s figures as the ground truth. Densities are the model’s forecasts and black lines are the given figures from CEL (estimated by CEL, not direct from the PI loggers).